Toda and Yamamoto Causality Test between US $ Exchange Rates and Stock Market Prices in Sri Lanka
Mohamed Ismail Mohamed Riyath · South Asian Journal of Social Studies and Economics · 2018
Aim: The paper empirically analyzes the dynamic relationship between stock market and exchange rate in Sri Lanka. Study Design: The long-run relationship between All Share Price Index and Sri Lankan Rupees - US Dollar (LKR/USD) exchange rate is tested using Johansen co‑integratio...
Open access
Research Article
10.9734/sajsse/2018/v2i325852